Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Christopher Baum <kit.baum@bc.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | re: Re: st: Exogeneity Test for Tobit in STATA |
Date | Fri, 13 Jan 2012 11:29:24 -0500 |
<> Austin said Pattarawan Watcharaanantapong <chockyspice@gmail.com>: You might want to look at http://stata.com/meeting/boston10/boston10_nichols.pdf and try out some examples in the -gmm- manual entry that are analogous to examples for -ivregress-. There is no simple advice on choosing a good instrument; it requires good institutional knowledge and good econometric intuition. Agreed, but more specifically to the question Pattarawan might want to find it overid (SSC: Baum, Schaffer, Stillman & Wiggins) And it is spelled Stata, not STATA, unless you're shouting. Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/